Efficient Load Shedding for Options Market Data

Handling financial data from an exchange is a fascinating problem. The data from a single exchange can include tens of thousands of updates every second, typically in the form of UDP multicast. Access to the real-time feed can cost thousands of dollars, but data becomes near worthless seconds (or fractions of a second) after transmission.

14 Minute Read...

Paket cheat sheet

A self-reference for common Paket commands.

1 Minute Read...

Southern Fried React

Really enjoyed speaking at the Southern Fried F# conference yesterday. Its exciting to be a part of The Triangle's first F# conference.

3 Minute Read...

Using Xinetd with GitHub Hooks

Recently, I needed to set up a static site and have it automatically update when I push changes to git.

It seems gratuitous to run a service to handle a single endpoint and do a pull. The site was static so it didn't need anything other than NGINX and it was running on a VPS so I wanted to use as little memory as possible.

10 Minute Read...

F# Active Patterns and C# Interop

As you may or may not know F# has a very useful feature for interoperating with the common C# TryGetValue pattern.

2 Minute Read...

F# and Fable Installfest 2019

Starting from scratch lets set up a development environment for F#. Following this will get you completely set up for command line tools, servers and web UI development. I will not be covering desktop or mobile development but you should know that F# also excels in those domains.

I will go through setting up Visual Studio Code because that's what I use. If you are Visual Studio and Jetbrains Rider are also excellent choices.

11 Minute Read...

Type Driven Blogging

I haven't done a lot of writing in the past few years and I'm still getting into the swing of things. I'm spending a surprising (at least to me) amount of time analyzing what goes on in my head when it comes time to write a blog post. I'm generally a very introspective person so this is probably good for me. 😄

3 Minute Read...

Why Start a Blog?

Starting a blog is a little uncomfortable. I'm not quite sure what mode I should be in when starting to write a blog post. Is this informal like an email or is it more like an essay? Am I supposed to follow the 5 paragraph essay format? (probably not)

3 Minute Read...